+482.2%
KORU vs TOST
-20.0%
+502.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +0.1% | +13.4% | +13.4% |
| 7D | +13.0% | -3.4% | +16.4% | +12.5% |
| 30D | +27.3% | -2.4% | +29.7% | +27.1% |
| 3M | -55.3% | +34.6% | -89.9% | -55.0% |
| 6M | +11.6% | +15.2% | -3.6% | +10.6% |
| YTD | +158.5% | -4.4% | +162.9% | +165.8% |
| 1Y | +482.2% | -17.4% | +499.6% | +489.4% |
| All | +482.2% | -20.0% | +502.2% | +489.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TOST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling